Optimal Portfolios -- Investment and Life
This blog will post stock picks, results and ideas from my investment research.
To access free stock picks, please go to http://www.cisiova.com/analysis.asp
Saturday, January 21, 2006
Back Tested 15 Years, Sharpe = 0.78
| Money to Invest: | 100000 | 2006-1-21 | |
| Stocks | Weights | Entry Price | Shares |
| PSA | 21.67% | 70.29 | 308 |
| SLM | 9.38% | 55.32 | 170 |
| SO | 29.05% | 35.05 | 829 |
| AAPL | 1.87% | 76.089 | 25 |
| VLO | 3.28% | 60.32 | 54 |
| ROK | 3.63% | 64.52 | 56 |
| ADSK | 5.19% | 42.37 | 123 |
| ERTS | 3.00% | 54.92 | 55 |
| CLX | 11.11% | 58 | 192 |
| HSY | 4.29% | 54.42 | 79 |
| AFL | 4.56% | 47.17 | 97 |
| BJS | 2.96% | 41.27 | 72 |
| Portfolio Monthly Return: | 1.9676% |
| Portfolio Variance: | 0.0510% |
| Portfolio Std Dev: | 2.2580% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 0.7801 |
| Annulized Return: | 26.3409% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 2.5389% |
| Lower Limit: | 1.3962% |
Here is where I dump my thoughts. You can contact me at zhengfang@hotmail.com for deeper discussion.
Articles by me:
3 Steps To Profitable Stock Picking
Learn Stock Trading From Playing Poker
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